Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 30
BB.Number.of.SDs.to.Enter = 2.5
Profit account= 108 (per day adjusted to desire% DD )
Activity = 5.47 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 30 and BB.Number.of.SDs.to.Enter = 2.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
214 64050.39 861.27 9224.69 7 328 235 -30.7 30 2.5 USDCHF 30.74897 32.521418 9756.4254 20830.095 24.185325 0.3808330 No
114 108468.87 861.35 19529.94 7 509 361 -65.1 30 2.5 GBPJPY 65.09980 15.361030 4608.3091 16661.936 19.343979 0.5909328 No
264 245626.82 869.05 71886.22 8 799 585 -239.6 30 2.5 XAUUSD 239.62073 4.173262 1251.9785 10250.650 11.795236 0.9193947 No
64 94252.00 860.96 31400.03 7 443 303 -104.7 30 2.5 EURJPY 104.66677 9.554131 2866.2393 9004.960 10.459208 0.5145419 No
139 98198.20 852.05 38412.13 7 417 311 -128.0 30 2.5 GBPUSD 128.04043 7.810033 2343.0099 7669.312 9.001011 0.4894079 No
239 189878.95 871.35 74674.32 8 417 291 -248.9 30 2.5 USDJPY 248.91440 4.017445 1205.2336 7628.283 8.754557 0.4785677 No
39 15881.89 845.32 7580.22 6 129 98 -25.3 30 2.5 EURGBP 25.26740 39.576688 11873.0063 6285.526 7.435676 0.1526049 No
164 157821.29 869.56 75330.96 8 617 444 -251.1 30 2.5 NZDUSD 251.10320 3.982426 1194.7279 6285.117 7.227927 0.7095543 No
14 333566.85 869.14 242003.80 9 560 413 -806.7 30 2.5 AUDUSD 806.67933 1.239650 371.8950 4135.061 4.757647 0.6443151 Yes
189 214651.18 846.77 233498.98 10 244 179 -778.3 30 2.5 USDCAD 778.32993 1.284802 385.4407 2757.843 3.256897 0.2881538 Yes
89 423003.12 858.33 648512.58 11 306 214 -2161.7 30 2.5 EURUSD 2161.70860 0.462597 138.7791 1956.800 2.279776 0.3565062 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 12
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 4
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1